The MCMC and SML estimation of a self-selection model with two outcomes

DOI10.1016/S0167-9473(02)00209-8MaRDI QIDQ951877zbMATH OpenOpenAlexFDO

Authors Murat K. Munkin

Publication date 4 November 2008

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-9473(02)00209-8

zbMATH Keywords

Markov chain Monte Carloself-selectionsimulated maximum likelihood

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics to economics (62P20)

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Cites work

• scientific article; zbMATH DE number 3954145 (Why is no real title available?)
• scientific article; zbMATH DE number 3976122 (Why is no real title available?)
• scientific article; zbMATH DE number 3992765 (Why is no real title available?)
• Antithetic acceleration of Monte Carlo integration in Bayesian inference
• Bayesian Analysis of Binary and Polychotomous Response Data
• Count data models with selectivity
• Equation of state calculations by fast computing machines
• Estimating count data models with endogenous switching: sample selection and endogenous treatment effects
• Monte Carlo sampling methods using Markov chains and their applications
• Posterior simulation and Bayes factors in panel count data models
• Research and development, competition and innovation. Pseudo-maximum likelihood and simulated maximum likelihood methods applied to count data models with heterogeneity
• Simulated maximum likelihood estimation of multivariate mixed‐Poisson regression models, with application
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• The Calculation of Posterior Distributions by Data Augmentation

Cited in

(6)

• Second special issue on computational econometrics
• Self-selection and direct estimation of across-regime correlation parameter
• Estimation of sample selection models with two selection mechanisms
• Counts with an endogenous binary regressor: A series expansion approach
• Bayesian estimation of a discrete response model with double rules of sample selection
• Bayesian analysis of a self-selection model with multiple outcomes using simulation-based estimation: An application to the demand for healthcare

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